Computers, Waves, Simulations: A Practical Introduction to Numerical Methods using Python (Coursera)

The mathematical derivation of the computational algorithm is accompanied by python codes embedded in Jupyter notebooks. In a unique setup you can see how the mathematical equations are transformed to a computer code and the results visualized. The emphasis is on illustrating the fundamental mathematical ingredients of the various numerical methods (e.g., Taylor series, Fourier series, differentiation, function interpolation, numerical integration) and how they compare. You will be provided with strategies how to ensure your solutions are correct, for example benchmarking with analytical solutions or convergence tests. The mathematical aspects are complemented by a basic introduction to wave physics, discretization, meshes, parallel programming, computing models.

The course targets anyone who aims at developing or using numerical methods applied to partial differential equations and is seeking a practical introduction at a basic level. The methodologies discussed are widely used in natural sciences, engineering, as well as economics and other fields.

What You Will Learn

- How to solve a partial differential equation using the finite-difference, the pseudospectral, or the linear (spectral) finite-element method.

- Understanding the limits of explicit space-time simulations due to the stability criterion and spatial and temporal sampling requirements.

- Strategies how to plan and setup sophisticated simulation tasks.

- Strategies how to avoid errors in simulation results.

Syllabus

WEEK 01

Discrete World, Wave Physics, Computers

The use of numerical methods to solve partial differential equations is motivated giving examples form Earth sciences. Concepts of discretization in space and time are introduced and the necessity to sample fields with sufficient accuracy is motivated (i.e. number of grid points per wavelength). Computational meshes are discussed and their power and restrictions to model complex geometries illustrated. The basics of parallel computers and parallel programming are discussed and their impact on realistic simulations. The specific partial differential equation used in this course to illustrate various numerical methods is presented: the acoustic wave equation. Some physical aspects of this equation are illustrated that are relevant to understand its solutions. Finally Jupyter notebooks are introduced that are used with Python programs to illustrate the implementation of the numerical methods.

WEEK 02

The Finite-Difference Method - Taylor Operators

In Week 2 we introduce the basic definitions of the finite-difference method. We learn how to use Taylor series to estimate the error of the finite-difference approximations to derivatives and how to increase the accuracy of the approximations using longer operators. We also learn how to implement numerical derivatives using Python.

WEEK 03

The Finite-Difference Method - 1D Wave Equation - von Neumann Analysis

We develop the finite-difference algorithm to the acoustic wave equation in 1D, discuss boundary conditions and how to initialize a simulation example. We look at solutions using the Python implementation and observe numerical artifacts. We analytically derive one of the most important results of numerical analysis – the CFL criterion which leads to a conditionally stable algorithm for explicit finite-difference schemes.

WEEK 04

The Finite-Difference Method in 2D - Numerical Anisotropy, Heterogeneous Media

We develop the solution to the 2D acoustic wave equation, compare with analytical solutions and demonstrate the phenomenon of numerical (non-physical) anisotropy. We extend the von Neumann Analysis to 2D and derive numerical anisotropy analytically. We learn how to initialize a realistic physical problem and illustrate that 2D solution are already quite powerful to understand complex wave phenomena. We introduced the 1D elastic wave equation and show the concept of staggered-grid schemes with the coupled first-order velocity-stress formulation.

WEEK 05

The Pseudospectral Method, Function Interpolation

We start with the problem of function interpolation leading to the concept of Fourier series. We move to the discrete Fourier series and highlight their exact interpolation properties on regular spatial grids. We introduce the derivative of functions using discrete Fourier transforms and use it to solve the 1D and 2D acoustic wave equation. The necessity to simulate waves in limited areas leads us to the definition of Chebyshev polynomials and their uses as basis functions for function interpolation. We develop the concept of differentiation matrices and discuss a solution scheme for the elastic wave equation using Chebyshev polynomials.

WEEK 06

The Linear Finite-Element Method - Static Elasticity

We introduce the concept of finite elements and develop the weak form of the wave equation. We discuss the Galerkin principle and derive a finite-element algorithm for the static elasticity problem based upon linear basis functions. We also discuss how to implement boundary conditions. The finite-difference based relaxation method is derived for the same equation and the solution compared to the finite-element algorithm.

WEEK 07

The Linear Finite-Element Method - Dynamic Elasticity

We extend the finite-element solution to the elastic wave equation and compare the solution scheme to the finite-difference method. To allow direct comparison we formulate the finite-difference solution in matrix-vector form and demonstrate the similarity of the linear finite-element method and the finite-difference approach. We introduce the concept of h-adaptivity, the space-dependence of the element size for heterogeneous media.

WEEK 08

The Spectral-Element Method - Lagrange Interpolation, Numerical Integration

We introduce the fundamentals of the spectral-element method developing a solution scheme for the 1D elastic wave equation. Lagrange polynomials are discussed as the basis functions of choice. The concept of Gauss-Lobatto-Legendre numerical integration is introduced and shown that it leads to a diagonal mass matrix making its inversion trivial.

WEEK 09

The Spectral Element Method - 1D Elastic Wave Equation, Convergence Test

We finalize the derivation of the spectral-element solution to the elastic wave equation. We show how to calculate the required derivatives of the Lagrange polynomials making use of Legendre polynomials. We show how to perform the assembly step leading to the final solution system for the elastic wave equation. We demonstrate the numerical solution for homogenous and heterogeneous media.